In a mixing bowl, combine the yogurt, oil, lemon juice, minced garlic, and all the spices. Stir until well blended. Add the chicken pieces and toss to coat. Cover and marinate in the refrigerator for at least 30 minutes.
Heat a large skillet over medium heat and add a splash of oil. Once hot, add the marinated chicken, onion, and bell pepper. Cook for about 7-10 minutes until the chicken is cooked through and veggies are tender.
In a small bowl, mix the mayonnaise, ketchup, hot sauce, and Dijon mustard until smooth. Taste and adjust seasoning as needed.
Preheat your oven to 375°F (190°C). Slice the slider buns in half and place them cut-side up on a baking sheet. Combine the melted butter and minced garlic, and brush this mixture over the cut sides of the buns. Bake for about 5-7 minutes until lightly toasted.
Once the buns are toasted, layer the cooked chicken and veggie mixture on the bottom halves. Top with shredded mozzarella cheese and a dollop of the prepared sauce. Place the top halves of the buns on each slider.
Serve the sliders warm, garnished with minced cilantro or parsley. Enjoy with your favorite sides!